OptionCalc is an iPhone mobile application that does the following
- Calculate Call and Put price given the stock price, strike price, volatility, time to expire, interest rate and dividend.
- Easy to switch Day/Month/Year fields. You can also enter absolute expiry like 0.314.
- Calculate Option Greeks.
- Calculate 'implied volatility' given the market price.
- Calculate straddle option prices 5 levels up and down. The step size is configurable.
- Plot stock vs important Option Greeks.